+127.4%
TLT vs KTOS
+4.0%
+123.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -1.6% | -2.4% | +0.7% | -1.7% |
| 30D | -1.1% | -26.8% | +25.7% | -2.1% |
| 3M | -4.9% | -20.6% | +15.7% | -5.4% |
| 6M | -5.0% | -47.5% | +42.5% | -6.8% |
| YTD | -4.4% | -38.5% | +34.1% | -5.3% |
| 1Y | -6.4% | -31.0% | +24.6% | -6.7% |
| 3Y | -2.0% | +216.5% | -218.5% | +4.2% |
| 5Y | -35.0% | +105.7% | -140.7% | -31.7% |
| 10Y | -20.7% | +615.0% | -635.7% | -9.3% |
| All | +127.4% | +4.0% | +123.5% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KTOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling